Understanding basis for discount bonds - part 2

Understanding basis for discount bonds - part 2

Wednesday 21 January 2009 00:00 London/ 19.00 (- 1 day) New York/ 08.00 Tokyo

In the second of this two-part series, Barclays Capital quantitative credit strategists Arup Ghosh, Matthew Leeming and Graham Rennison discuss the impact of factors, such as funding costs and interest rates, on the Basis Representation Diagram (BRD) framework

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